Quant, Derivatives Valuation, New York recruitment

This role will give you the opportunity to review appropriateness of model inputs, model limitations, and assess the need for model valuation adjustments. You will review and improve upon existing methodologies and escalate findings to senior management, traders, risk, etc.

Requirements include:
-A master's degree at a minimum
-2-8 years in a valuations role
-Specific experience in equity interest rate, credit and commodity derivative valuation
-excellent written and oral communication skills
-Strong computer programming skills including C++, Matlab, JAVA, and Excel, ACCESS VBA required
- Strong computational skills. Knowledge of Monte Carlo simulation, binomial and trinomial trees, finite difference methods and factor models strongly preferred